+24,401.0%
TSLA vs COST
+2,672.9%
+21,728.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.7% |
| 7D | +8.9% | +5.0% | +3.9% | +5.5% |
| 30D | +6.3% | +12.8% | -6.5% | -2.4% |
| 3M | +14.8% | +15.2% | -0.4% | +3.4% |
| 6M | -12.4% | +7.4% | -19.8% | -18.1% |
| YTD | -13.2% | +29.0% | -42.3% | -29.8% |
| 1Y | -2.9% | +20.3% | -23.2% | -17.7% |
| 3Y | +74.4% | +99.0% | -24.6% | +4.2% |
| 5Y | +13.3% | +125.7% | -112.4% | -37.6% |
| 10Y | +3,004.2% | +775.3% | +2,228.9% | +678.7% |
| All | +24,401.0% | +2,672.9% | +21,728.2% | +2,365.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling